Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49303.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45241.67 Kr¶

PnL: ---------------------------------------> 185.67 Kr¶

DD now: ---------------------------------> -7.186 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:20:14.411892'

Anic Portfolio¶

Today¶

Return: -0.835 %¶

This Week¶

Return: 0.0 %¶

Total portfolio value¶

Return including deposits: 61.406 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.120000 1669.680000 200.680000 13.660000 1468.999998
Orrön Energy 180 -1.800000 2162.700000 119.700000 5.860000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.670000 891.200000 37.200000 4.360000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
Sedana Medical 93 -4.050000 2553.780000 32.780000 1.300000 2521.000011
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
JM 6 -1.060000 892.800000 28.800000 3.330000 864.000000
OX2 13 1.970000 973.700000 23.700000 2.490000 949.999999
Bilia A 8 0.260000 918.400000 18.400000 2.040000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
Byggmax Group 33 -1.690000 957.000000 1.000000 0.100000 956.000001
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
ASSA ABLOY B 3 -0.960000 772.200000 -6.800000 -0.870000 779.000001
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Addnode Group B 11 -0.370000 898.700000 -22.300000 -2.420000 921.000003
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
INVISIO 16 1.330000 3664.000000 -25.000000 -0.680000 3689.000000
SKF B 5 -0.630000 912.500000 -27.500000 -2.930000 940.000000
Indutrade 5 -0.630000 1182.500000 -35.500000 -2.910000 1218.000000
Latour B 4 -0.830000 809.200000 -47.800000 -5.580000 857.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
Hexagon B 26 -1.930000 3367.000000 -94.000000 -2.720000 3461.000010
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45241.670000 185.670000 -7.18583% 45056.000411

Updated:¶

'2023-07-05 13:20:31.344009'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶